+74.7%
MRK vs NXT
+23.4%
+51.3%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.6% |
| 7D | -4.3% | -1.9% | -2.4% | -4.2% |
| 30D | +8.3% | -20.0% | +28.3% | +8.9% |
| 3M | +20.0% | -30.7% | +50.8% | +21.1% |
| 6M | +25.7% | -29.0% | +54.6% | +26.2% |
| YTD | +38.7% | -4.8% | +43.6% | +39.2% |
| 1Y | +74.7% | +22.8% | +51.9% | +76.1% |
| All | +74.7% | +23.4% | +51.3% | +76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded NXT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling